V-Lab: Paz Retail And Energy Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Paz Retail And Energy Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, April 27th, 2025:4592.38 (-81.60)

Analysis last updated: Saturday, April 26, 2025 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.66
$α$	0.0326	14.48
$β$	0.9475	658.90
$γ$	0.0374	8.91

Estimation Period:
Dec 11, 2006 to Apr 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Paz Retail And Energy Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM